Valoración y cobertura con funciones generales de riesgo: Aplicaciones a mercados de energéticos derivados

Raquel Balbás Aparicio · Dialnet (Universidad de la Rioja) · 2007

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Type: article
Published: 2007-01-01
Cited by: 0
References: 34
OpenAlex: https://openalex.org/W101582939
Semantic Scholar: https://api.semanticscholar.org/CorpusID:172467346

Keywords

Chemistry

References

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A CLASS OF DISTORTION OPERATORS FOR PRICING FINANCIAL AND INSURANCE RISKSShaun S. Wang — 2000
Credit risk optimization using factor modelsDavid Saunders, Costas Xiouros, Stavros A. Zenios — 2007
The Pricing of Electricity Futures - Evidence from the European Energy ExchangeSascha Wilkens, Jens Wimschulte — 2007
Convex analysis in general vector spacesConstantin Zălinescu — 2002
Conditional Value-at-Risk for General Loss DistributionsR. T. Rockafellar, Stan Uryasev — 2002
Distortion Risk Measures : Coherence and Stochastic DominanceM. Hardy — 2002

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Alternativas para dinamizar el mercado de derivados energéticos en Colombia, desde la perspectiva de los agentes generadores de energía eléctricaToro Garcés, Ana María — 2020

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